+147.3%
RTX vs D
+14.3%
+133.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.5% |
| 30D | +7.7% | +10.9% | -3.2% | +4.4% |
| 3M | -10.3% | +2.8% | -13.2% | -11.2% |
| 6M | +14.6% | +12.7% | +1.9% | +10.4% |
| YTD | +10.4% | +20.3% | -9.9% | +4.3% |
| 1Y | +13.5% | +17.1% | -3.6% | +8.0% |
| 3Y | +158.6% | +75.1% | +83.4% | +115.7% |
| 5Y | +147.3% | +13.1% | +134.1% | +143.6% |
| All | +147.3% | +14.3% | +133.0% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling